Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 149'561 CHF | 150'441 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 147'614 CHF | 148'494 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 148'421 CHF | 149'301 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 148'057 CHF | 148'937 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 146'602 CHF | 147'482 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 146'326 CHF | 147'206 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 148'706 CHF | 149'586 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 144'428 CHF | 145'268 CHF | 99.88% | 99.88% |
08.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 149'811 CHF | 150'691 CHF | 99.17% | 99.17% |
07.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 88'000 | 88'000 | 85'140 | 85'140 | 145'652 CHF | 146'503 CHF | 100.00% | 100.00% |